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RAO's Score Test in Econometrics

By A. Bera and A. Ullah
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  5. (1982). A New Test for Normality,"
  6. (1981). A Note on stuàentizinq a Teet for Heteroskedaeticity,"
  7. (1982). A Note on Teeting Demand Hoaageneity,"
  8. (1982). A Remark on Haueman'e Specification Teet,"
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  10. (1990). A Teat for Conditional Heteroekedaeticity in Time Seriee," Paper Preeented at tha Sixth world Congreee of the Econometric Society,
  11. (1990). A Unified Approach to Robuet, Regresaion-Baeed Specification Teete,"
  12. (1980). Acoroximation Theoreme of Mathematical Statietice,
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  14. (1985). Advanced Econometrics,
  15. (1987). Aeymptatic Propertiee of Maximum Likelihood Eatimator and Likelihood Ratio Teete Under Nonetandard Conditiona,"
  16. (1986). Alternative Forma and Propertiee of the Score Teet,"
  17. (1985). An Asymptotic Expansion for the Null Dietribution of the Efficient Score Statietice,"
  18. (1990). Applying Eetimated Score Teata in Econometrice," Paper Preeented at the Sixth World Congreee of the Econometric Society,
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  25. (1977). Conflict Among Criteria for Testing Hypotheeee in Multivariate Regraeeion Nodel,
  26. (1979). COnflict Among Criterin for Teeting Hypotheeee: Exteneion and Commente,"
  27. (1984). Convenient Specification Teete for Logit and Probit Hodele,"
  28. (1975). Defininq the Curvature of a Statistical Problem (with Application to Second-Order Efficiency),"
  29. (1979). Diagnoetic Taeting and Exact Haximum Likelihood Eatimation of Dynamic Modele,"
  30. (1983). Diagnoetic Teate ae Reeidual Analyeie,"
  31. (1987). Diagnoetic Teate for Modele Based on Individual Data,"
  32. (1985). Diagnoetic Teeting and Evaluation of Maximum Likelihood Modele,"
  33. (1989). Dietance Meaeuree and Their Applicatione in Economice,"
  34. (1986). E' ~ f yrnnnmetrice, Second Edltion,
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  36. (1980). Econometric Implicatione of the Rational Expectation Hypothesie,"
  37. (1986). ECOnometric Modela Baeed on Count Data: Comparieona and Applicatione of Some Eatimators and Teete,"
  38. (1985). Eetimation and Teeting in a Regreesion Model with Spherically Symmetric Errore,"
  39. (1962). Efficient Eetimatee and Optimvm Inference Proceduree in Large Samplea,"
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  41. (1954). Errore in Variables,"
  42. (1990). Evaluating Hodele: A Review of L. G. Godfrey Hieepecification Teete in Econometrice,"
  43. (1987). Expected tiaximum Lo9 Likelihood Eatimation,"
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  45. (1962). Further Reeults on Teets of Separate Families of Hypotheeee,"
  46. (1971). Haximum Likelihood Ee[imation in Nonetandard Condítione,"
  47. (1985). Haximum Likelihood Specification Teeting and Conditional Moment Teeta,"
  48. (1985). Heteroekedaeticity-Aobuet Teete in Regreesion Directione,"
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  50. (1984). Hypotheeie Teeting in Linear Modele When the Error Covariance Matrix ie Nonacalar,"
  51. (1987). Hypotheeie Teeting When a Nuieance Parameter ie Preeent only Under the Alternative,"
  52. (1990). Information Natzix Teet, Parameter Heterogeneity and ARCH: A Syntheeis," Diecueeion Paper 90-26, Department of Econaoics, Uníveraity of Californin,
  53. (1988). Intzoduction to Scon4metrice,
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  55. (1962). Large-Sample Reetricted Parametric Teste,"
  56. (1958). Maximum-Likelihood Estimation of Parametere Subject to Reetrainte,"
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  59. (1990). Model Specification Teets and Artificial Regreeeions," lournal of Economic Literature,
  60. (1988). MOdel Validation in Spatial Econometrice: A Review and Evnluation of Alternative Approachee,"
  61. (1982). Naximum Likelihood Eetimation of Hisspecified Modele,"
  62. (1985). Neyman-Le Cam Teets Baeed on Eetimating Functione,"
  63. (1984). Nodel Evaluation by Variable Addition,"
  64. (1990). Nonnarametric Econometric Methode,
  65. (1988). Obiaining Expected Maximum Log Likelihood Estimatora,"
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  68. (1974). On Aeymptotic Teste of Compoeite Hypotheaes in Nonstandard Conditione,"
  69. (1990). On Lazge-Sample Estimation and Teeting in Parametric Nodele,"
  70. (1987). On Robuetnees of Teste of Linear Reetrictions in Regreesion Modele with Elliptical Error Dietrikuricn,"
  71. (1982). On the Compreheneive Method of Teetinq NonNeated Reqreeeion Modele,"
  72. (1954). On the Diatribution of Likelihood Aatio,"
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  75. (1984). On the Optimality of Rao'e Statietic,"
  76. (1984). On the Robuetneee of LH,
  77. (1928). On the Use and Interpretation of Certain Teet Criteria for Purpoee of Statietical Inference,"
  78. (1959). Optimal Aeymptotic Teat of Compoeite Statíatical Hypotheeie,"
  79. (1985). pifferential-Geometrical Methode in Statietics,
  80. (1937). Propertiee of Sufficiency and Statietical Teeta,"
  81. (1982). Robuet Methode in Econometrice,"
  82. (1988). Simultaneoue Specification Teet in a Binary Logit Model: Skewneee and Heteroecedasticity," Communicatione in Statistice--Theorv and
  83. (1983). Small Sample Propertiee of Alternative Forne of the Lagrange Multiplier Teat,"
  84. (1965). Some Teete for Homoekedaeticity,"
  85. (1980). Some Teete of Dynamic Specification for e Single Equation,"
  86. (1991). Specification Teete for Censored Poiseon Regreaeion Modele,"
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  89. (1988). ssoacificat on Tests in Econometrics. The
  90. (1986). Statietical Foundatione of Econometric Modellina,
  91. (1985). Teate for Serial Independence in Limited Dependent Variable Modele,"
  92. (1978). Teeiing for Highar Order Sorial Correletion in Regreesion Equatione When the Reqreeeore Include Laqged Dependent Variablee,"
  93. (1984). Teet of Specification in Econometrice,"
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  95. (1989). Teete for Serial Dependence and Other Specification Analyeie in Modele of Markete in Dieequilibrium,"
  96. (1978). Teeting for Autocorrelation in Dynamic Linear Modele,"
  97. (1950). Teeting for Serial Correlation in Least-Squaree Regreseion,"
  98. (1981). Teeting Linear and Loq-linear Regressione for Functional Form,"
  99. (1981). Teeting the Reetriction Implied by the Rational Expectation Hypotheeis,"
  100. (1984). Teetinq for Neqlected Heterogeneity,"
  101. (1983). Teetinq Rational Expectatione and 8fficiency in the Foreign Exchange Narket,"
  102. (1960). Teets of 8quality Between Seta of Coefficients in Two Linear Regressione,"
  103. (1987). Test for Normality of Obeervatione nnd Regreaeion Reeiduale,"
  104. (1978). Testing Againat General Autoreqreaaive and Moving Average Error Models When the Aagreesore Include Lagqed Dependent variablee,"
  105. (1978). Testing for Nultiplicative Hetaroekedaeticity,"
  106. (1970). Testing for Serial Correlation in Leaet-Sqvares Regreseion When Some of the Regrassore are Lagged Dependent Variables,"
  107. (1990). Testing Hypotheaes with Eatimated Scorea,"
  108. (1981). The Approximate Sloper of Econometric Teste,"
  109. (1985). The Common Structure of Tests for Selectivity Bine, Serial Correlatíon, Heteroecedasticity and Nonnormality in the Tobit Nodal,"
  110. (1990). The Econometric Analveis of Time Seriee,
  111. (1990). The Geometry of the Wald Test,"
  112. (1987). The Information Hatrix Teat for the Linear Model,"
  113. (1959). The Lagrange Multiplier Teet,"
  114. (1986). The Linear Reareesion Model Under Test,
  115. (1944). The Probability Approach in Econometrice," Suppiement to
  116. (1985). The Theorv and Practice of Econometrics, Second Edition,
  117. (1988). Towarde a Theory of Point Optimal Teeting,"
  118. (1984). Wald, Líkelihood Ratio and Lagranqe Nultiplier Teete ín Econometrice,"

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